Research output per year
Research output per year
Personal profile
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Dive into the research topics where Mogens Steffensen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Forward transition rates
Buchardt, K., Furrer, C. & Steffensen, M., 2019, In: Finance and Stochastics. 23, 4, p. 975-999 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Ragnar Norberg (1945–2017): an actuary of a unique kind
Steffensen, M., 14 Sept 2019, In: Scandinavian Actuarial Journal. 2019, 8, p. 637-641Research output: Contribution to journal › Journal article › Research
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Around the Life Cycle: Deterministic Consumption-Investment Strategies
Christiansen, M. C. & Steffensen, M., 2018, In: North American Actuarial Journal. 22, 3, p. 491-507 17 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Optimal dividend strategies of two collaborating businesses in the diffusion approximation model
Gu, J. W., Steffensen, M. & Zheng, H., 1 May 2018, In: Mathematics of Operations Research. 43, 2, p. 377-398 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Life Insurance Demand Under Health Shock Risk
Hambel, C., Kraft, H., Schendel, L. S. & Steffensen, M., Dec 2017, In: Journal of Risk and Insurance. 84, 4, p. 1171–1202 32 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Portfolio Optimization and Mortgage Choice
Nordfang, M.-B. & Steffensen, M., Mar 2017, In: Journal of Risk and Financial Management. 10, 1, 21 p., 1.Research output: Contribution to journal › Journal article › Research › peer-review
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Smooth investment
Bruhn, K., Jensen, N. R. & Steffensen, M., 1 Dec 2016, In: Annals of Finance. 12, 3-4, p. 335-361Research output: Contribution to journal › Journal article › Research › peer-review
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Stress scenario generation for solvency and risk management
Christiansen, M. C., Henriksen, L. F. B., Schomacker, K. J. & Steffensen, M., 2 Jul 2016, In: Scandinavian Actuarial Journal. 2016, 6, p. 502-529 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Det er koldt og man må gå sig varm: Om finanskrise, kundernes valgmuligheder og Markovprocesser i pensionsbranchen
Steffensen, M. (Lecturer)
16 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
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On optimal decision making in a life insurance multi-state Markov model
Steffensen, M. (Lecturer)
10 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
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On qualitative modelling and management of insurable and securitizable risks
Steffensen, M. (Lecturer)
9 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
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Optimal Control in Finite State Markov Chains with Applications to Personal Finance and Credit Risk Management
Steffensen, M. (Lecturer)
24 Oct 2008Activity: Talk or presentation types › Lecture and oral contribution
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Allocation with Contagion and Explicit Bankruptcy Procedures
Steffensen, M. (Lecturer)
15 Aug 2008Activity: Talk or presentation types › Lecture and oral contribution
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What Has Finance Done for Life Insurance - and vice versa
Steffensen, M. (Lecturer)
19 Mar 2008Activity: Talk or presentation types › Lecture and oral contribution
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What Has Finance Done for Life Insurance - and vice versa
Steffensen, M. (Lecturer)
27 Feb 2008Activity: Talk or presentation types › Lecture and oral contribution
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Market-Valuation Methods in Life and Pension Insurance
Steffensen, M. (Lecturer)
20 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution